RLI vs. ESNT
RLI (RLI Corp.) and ESNT (Essent Group Ltd.) are both stocks. Both are in the Financial Services sector — RLI in Insurance - Property & Casualty, ESNT in Mortgage Finance. Over the past 10 years, RLI returned 9.09%/yr vs 12.75%/yr for ESNT. At a 0.43 correlation, their price movements are largely independent.
Performance
RLI vs. ESNT - Performance Comparison
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Returns By Period
In the year-to-date period, RLI achieves a -13.70% return, which is significantly lower than ESNT's -8.24% return. Over the past 10 years, RLI has underperformed ESNT with an annualized return of 9.09%, while ESNT has yielded a comparatively higher 12.75% annualized return.
RLI
- 1D
- -0.66%
- 1M
- 4.78%
- YTD
- -13.70%
- 6M
- -16.94%
- 1Y
- -20.64%
- 3Y*
- -2.75%
- 5Y*
- 5.04%
- 10Y*
- 9.09%
ESNT
- 1D
- 0.82%
- 1M
- -2.45%
- YTD
- -8.24%
- 6M
- -9.44%
- 1Y
- 1.15%
- 3Y*
- 12.20%
- 5Y*
- 7.25%
- 10Y*
- 12.75%
RLI vs. ESNT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RLI RLI Corp. | -13.70% | -19.13% | 27.57% | 3.77% | 24.80% | 10.67% | 18.08% | 33.22% | 16.69% | 0.38% |
ESNT Essent Group Ltd. | -8.24% | 21.95% | 5.23% | 38.60% | -12.76% | 7.06% | -15.53% | 53.00% | -21.28% | 34.14% |
Correlation
The correlation between RLI and ESNT is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.42 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.44 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.46 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2013 | 0.43 |
Fundamentals
RLI:
$4.86B
ESNT:
$5.57B
RLI:
$4.28
ESNT:
$6.98
RLI:
12.32
ESNT:
8.45
RLI:
0.55
ESNT:
1.95
RLI:
3.21
ESNT:
4.48
RLI:
0.76
ESNT:
0.98
RLI:
$1.52B
ESNT:
$1.29B
RLI:
$481.56M
ESNT:
$839.13M
RLI:
$519.11M
ESNT:
$643.27M
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Return for Risk
RLI vs. ESNT — Risk / Return Rank
RLI
ESNT
RLI vs. ESNT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RLI Corp. (RLI) and Essent Group Ltd. (ESNT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| RLI | ESNT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.45 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.03 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.64 | 0.07 | -0.71 |
| Martin ratioReturn relative to average drawdown | -1.29 | 0.15 | -1.44 |
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Drawdowns
RLI vs. ESNT - Drawdown Comparison
The maximum RLI drawdown since its inception was -43.50%, smaller than the maximum ESNT drawdown of -64.72%. Use the drawdown chart below to compare losses from any high point for RLI and ESNT.
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Drawdown Indicators
| RLI | ESNT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.50% | -64.72% | +21.22% |
Max Drawdown (1Y)Largest decline over 1 year | -32.56% | -15.41% | -17.15% |
Max Drawdown (3Y)Largest decline over 3 years | -43.50% | -18.36% | -25.14% |
Max Drawdown (5Y)Largest decline over 5 years | -43.50% | -28.79% | -14.71% |
Max Drawdown (10Y)Largest decline over 10 years | -43.50% | -64.72% | +21.22% |
Current DrawdownCurrent decline from peak | -34.86% | -10.73% | -24.13% |
Average DrawdownAverage peak-to-trough decline | -9.87% | -13.74% | +3.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.01% | 7.59% | +8.42% |
Volatility
RLI vs. ESNT - Volatility Comparison
RLI Corp. (RLI) has a higher volatility of 6.87% compared to Essent Group Ltd. (ESNT) at 6.24%. This indicates that RLI's price experiences larger fluctuations and is considered to be riskier than ESNT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RLI | ESNT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.87% | 6.24% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 17.93% | 17.65% | +0.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.85% | 22.58% | +0.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.18% | 24.96% | -1.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.55% | 38.71% | -12.16% |
Dividends
RLI vs. ESNT - Dividend Comparison
RLI's dividend yield for the trailing twelve months is around 8.84%, more than ESNT's 2.24% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ESNT Essent Group Ltd. | 2.24% | 1.91% | 2.06% | 1.90% | 2.21% | 1.54% | 1.48% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% |
RLI RLI Corp. | 8.84% | 4.11% | 3.12% | 2.31% | 6.12% | 2.67% | 1.87% | 2.12% | 2.71% | 4.25% | 4.42% | 4.45% |
Financials
RLI vs. ESNT - Financials Comparison
This section allows you to compare key financial metrics between RLI Corp. and Essent Group Ltd.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
RLI and ESNT have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RLI has higher volatility (6.87%) compared to ESNT (6.24%). In terms of maximum drawdown, RLI dropped -43.50% vs ESNT's -64.72%.
ESNT currently has the higher Sharpe Ratio (0.05 vs -0.91), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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